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Renault, Eric
27
Gourieroux, Christian
24
Jasiak, Joann
8
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4
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4
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3
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3
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3
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2
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Journal of econometrics
13
Annales d'économie et de statistique
5
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
L' économétrie appliquée
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The journal of credit risk : published quarterly by Incisive Media
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Diffusion Processes with Polynomial Eigenfunctions
Gourieroux, Christian
;
Renault, Eric
;
Valery, Pascale
- In:
Annales d'économie et de statistique
(
2007
)
85
,
pp. 115-130
Persistent link: https://www.econbiz.de/10007993688
Saved in:
2
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10007391022
Saved in:
3
Factor Stochastic Volatility in Mean Models: A GMM Approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 275-310
Persistent link: https://www.econbiz.de/10007283043
Saved in:
4
III Discussion - La mémoire longue en économie
Renault, Eric
- In:
Journal de la Société Française de Statistique
140
(
1999
)
2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10006782269
Saved in:
5
Short Run and Long Run Causality in Time Series: Theory
Dufour, Jean-Marie
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1099-1126
Persistent link: https://www.econbiz.de/10006787997
Saved in:
6
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10006748329
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7
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-380
Persistent link: https://www.econbiz.de/10006757703
Saved in:
8
Dynamic factor models
Croux, Christophe
;
Renault, Eric
;
Werker, Bas
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 223-230
Persistent link: https://www.econbiz.de/10006757708
Saved in:
9
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J.M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-280
Persistent link: https://www.econbiz.de/10008770538
Saved in:
10
Rejoinder - Iterative and Recursive Estimation in Structural Nonadaptive Models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 503-509
Persistent link: https://www.econbiz.de/10008215215
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